+40.8%
CVX vs ADP
-7.7%
+48.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.0% |
| 7D | -0.6% | -5.5% | +4.9% | +0.1% |
| 30D | +13.4% | -1.2% | +14.7% | +13.5% |
| 3M | +11.8% | +17.9% | -6.0% | +9.3% |
| 6M | +12.4% | +20.3% | -7.9% | +8.1% |
| YTD | +41.5% | +5.8% | +35.7% | +35.3% |
| All | +40.8% | -7.7% | +48.5% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ADP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling